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Thx for your replies
I had a look at Jurik's. It's a pity he charges so much , but it does
look a very good mov av. Tillson comes out second best. Has anyone
got his address ? I googled him. There were 186,000 pages of
Tillson's in Colorado !
Thx
Pat
--- In equismetastock@xxxxxxxxxxxxxxx, Code 2 <Code2@xxx> wrote:
>
> Mark Jurik's JMA is a very nice low-lag moving average with little
> overshoot. See http://www.jurikres.com/catalog/ms_ama.htm#top
>
>
>
> From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
> To: equismetastock@xxxxxxxxxxxxxxx
> Date: Sunday, February 15, 2009, 10:20:18 AM
> Subject: [EquisMetaStock Group] Re: adjusted moving avs
>
> Hi Pat,
>
> The problem with any moving average is the lag that is introduced
when
> you begin manipulating them. So the question then is are you really
> improving them? There is a formula out there that was discussed
several
> years ago at:
> http://finance.groups.yahoo.com/group/equismetastock/message/23694
>
> I'm not aware of any that restrict the advance/decline by a
percentage
> or points...seems that would defeat their purpose.
>
> Another thought is an adaptive moving average which is set to a
small
> lookback period at the beginning of a trend then adjust to longer
> lookbacks as the trend progresses based on an indicator value.
There
> are DLL's in the files section that will help you with this task.
>
> Preston
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Patrick Butler" <pat494@>
> wrote:
> >
> > Hi,
> > Our old friends moving averages do a good job and are generally
> useful. However to improve them and their forecasting ability, is
it
> possible to negate their larger than normal swings up and down ? A
> spike of more than X points or a percentage perhaps ? Perhaps there
is
> a formula already out there somewhere ? Jurik may have done
something
> along these lines.
> > Thanks
> > Pat
> --
>
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